Fair enough! If you felt like adding it as a footnote, great, if it doesn't fit the purpose, that's fine too. And to reiterate, it's a beautifully laid out, c

Fair enough! If you felt like adding it as a footnote, great, if it doesn't fit the purpose, that's fine too. And to reiterate, it's a beautifully laid out, concise, high-content piece of writing. I should have phrased it differently; how it's said may matter more than what's said. Essentially I wrote a reaction post but, given the amount of revising and reanalysis/examination-of-assumptions I've been doing lately, I ought to have said something like: "This piece is an excellent tutorial on how to do linear regression, why gradient descent is fundamental (far beyond OLS or fixed effects models), and so forth. However, if you are interested in why all of these things are possible in the multivariate case as well as the simple bivariate case, you might find the Gauss-Markov theorem to be a 'light bulb' moment." Because that's how it happened to me. Cheers, and thanks for writing a great piece that I will be pointing others towards.